Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18221.31 Day 2 No 1500.53 <7 Days CB-2 21009.28 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9461.48 Day 2 Yes 588.72 <7 Days CB-3 10734.39 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24558.18 Day 2 No 1655.51 91-180 Days E-1 23710.74 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29497.77 Day 2 Yes 53.21 <7 Days E-2 28131.95 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43723.32 Day 2 No 2136.78 31-90 Days G-1 49598.19 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40088.91 Day 2 No 2738.83 <7 Days G-2 46143.55 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22315.23 Day 2 No 835.34 <7 Days G-3 21108.34 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35514.17 Day 2 Yes 2186.90 31-90 Days IG-1 32479.30 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28391.73 Day 2 No 2837.09 <7 Days IG-2 32885.70 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29836.42 Day 2 Yes 1068.26 91-180 Days S-1 31793.42 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5054.81 Day 2 No 183.37 91-180 Days S-2 5021.00 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8232.35 Day 2 Yes 253.43 91-180 Days S-3 7976.27 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 751.27 Day 2 Yes 13.31 91-180 Days S-4 718.12 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19972.78 Day 2 No 1829.06 <7 Days S-5 16443.20 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 6760.10 Day 2 No 258.14 7-30 Days S-6 7341.65 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16160.99 Day 2 Yes 1205.16 91-180 Days S-7 13711.07 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25177.26 Day 3 No 355.95 <7 Days A-0-Q 22661.05 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26749.50 Day 3 Yes 1797.48 <7 Days A-1-Q 25370.93 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 7829.19 Day 3 No 71.76 7-30 Days A-2-Q 6761.45 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17598.81 Day 3 Yes 588.56 7-30 Days A-3-Q 15951.07 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17292.85 Day 3 No 1409.00 7-30 Days A-4-Q 17679.39 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11953.64 Day 3 Yes 518.04 7-30 Days A-5-Q 10748.44 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 352.26 Day 3 Yes 26.09 31-90 Days CB-1-Q 385.75 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23877.41 Day 3 Yes 1926.75 7-30 Days CB-2-Q 20019.30 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21216.23 Day 3 Yes 1117.36 31-90 Days S-1-Q 22523.88 None Yes Liberty Wealth Management LLC Investment Banking